Example 3

Solve
x1'=2x1-x2+2x3 x1(0)=-1
x2'=3x2-x3 x2(0)=1
x3'=x2+x3 x3(0)=1
x4'=x2-3x2+5x4 x4(0)=0

This can be written as
u'=Au
where
u={x1,x2,x3,x4}
A={{2,-1,2,0},{0,3,-1,0},{0,1,1,0},{0,1,-3,5}}
u0={-1,1,1,0}

In[79]:=

  a={{2,-1,2,0},{0,3,-1,0},{0,1,1,0},{0,1,-3,5}};
  MatrixForm[a]
  u0={-1,1,1,0}

Out[79]=

  2    -1   2    0
  
  0    3    -1   0
  
  0    1    1    0
  
  0    1    -3   5

Out[80]=

  {-1, 1, 1, 0}

Let's use Mathematica's tools.

In[81]:=

  {s,j}=JordanDecomposition[a];
  MatrixForm[j]
  MatrixForm[s]

Out[81]=

  2   1   0   0
  
  0   2   1   0
  
  0   0   2   0
  
  0   0   0   5

Out[82]=

  
  
  1   0   0   0
  
  
  
  0   1   2   0
  
  
  
  0   1   1   0
  
      2   5
      -   -
  0   3   9   1

In[83]:=

  expta=MatrixExp[t a];
  MatrixForm[expta]

Out[83]=

  
  
   2 t
  E
   
                  2 t  2
        2 t      E    t
     -(E    t) + -------
                    2
   
                 2 t  2
        2 t     E    t
     2 E    t - -------
                   2
   
  
  
  
     0
  
  
  
  
  0
   
                 2 t       2 t  2
        2 t   -(E    t) + E    t
     2 E    + -------------------
                       t
   
                  2 t      2 t  2
         2 t   2 E    t - E    t
     -2 E    + ------------------
                       t
   
  
  
  
     0
  
  
  
  
  0
   
               2 t       2 t  2
      2 t   -(E    t) + E    t
     E    + -------------------
                     t
   
                2 t      2 t  2
       2 t   2 E    t - E    t
     -E    + ------------------
                     t
   
  
  
  
     0
  
  
  
  
  0
   
        2 t    5 t         2 t       2 t  2
     5 E      E      2 (-(E    t) + E    t )
     ------ + ---- + -----------------------
       9       9               3 t
   
         2 t      5 t         2 t      2 t  2
     -5 E      7 E      2 (2 E    t - E    t )
     ------- - ------ + ----------------------
        9        9               3 t
   
  
  
      5 t
     E

In[84]:=

  sol=expta.u0

Out[84]=

                      2 t      2 t  2      2 t       2 t  2
     2 t    2 t    2 E    t - E    t    -(E    t) + E    t
  {-E    + E    t, ------------------ + -------------------, 
                           t                     t
   
       2 t      2 t  2      2 t       2 t  2
    2 E    t - E    t    -(E    t) + E    t
    ------------------ + -------------------, 
            t                     t
   
        5 t         2 t      2 t  2
    -2 E      2 (2 E    t - E    t )
    ------- + ---------------------- + 
       3               3 t
   
           2 t       2 t  2
     2 (-(E    t) + E    t )
     -----------------------}
               3 t

Let's check.

In[85]:=

  Simplify[D[sol,{t,1}]-a.sol]

Out[85]=

  {0, 0, 0, 0}

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